b) ***, ** and * denote statistical significance at the 1%, 5% and 10% level using two-tailed tests
This feature reveals that one-tailed tests are equally accurate or inaccurate regardless of which tail is involved and that the difference between actual and nominal sizes for two-tailed tests
doubles the magnitude of the corresponding difference for one-tailed tests.
8, the coefficient on the (FUR--MUR) variable is positive, and, after being subjected to a two-tailed test
, statistically significant at the 5% level.
The control variables for academic ability, ACT>25, and academic success, CUMGPA, were negative and significant at the one percent level in a two-tailed test
17) The treatment effect would not be significant based on a two-tailed test
TABLE 26-2 Critical Values of Student's t for One- and Two-Tailed Tests
Degrees of One-tailed 0.
If we reject the null hypothesis for both very large and very small values of the sample result, the test is a two-tailed test
08 Log likelihood 1784 *** Number of observations 591 *, **, *** Denote significantly different from zero in a two-tailed test
at 10 percent, 5 percent, 1 percent, respectively.
The results in Table 3 indicate that the estimated coefficient of DMAT is positive and significant at the 10% level under a two-tailed test
However, for the L-shaped distribution robustness for a two-tailed test
is either superior to or intermediate between the robustness of right-tailed and left-tailed tests at the same alpha level.
Chi-square tests were preplanned to test the difference between positive and negative attitudes for each questionnaire, with the test being one-tailed for the numerical questionnaire in the light of the results from the article published before and a two-tailed test
for the verbal questionnaire because this was a new, more exploratory test.
103 * significant at the 10% level using a two-tailed test
** significant at the 5% level using a two-tailed test
*** significant at the 1% level using a two-tailed test
Table 3 Event study results for selected intervals Daily abnormal returns are calculated using a market model employing a 200-day estimation period ending 51 days prior to announcement date of the divestiture.